+153.1%
EXPE vs DRI
+350.3%
-197.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -6.8% |
| 7D | -9.8% | -1.2% | -8.5% | -9.0% |
| 30D | -11.5% | -0.4% | -11.1% | -11.3% |
| 3M | +21.7% | +9.5% | +12.2% | +15.2% |
| 6M | +10.4% | +6.5% | +3.9% | +5.6% |
| YTD | -2.5% | +18.4% | -21.0% | -13.3% |
| 1Y | +27.3% | +4.2% | +23.1% | +21.9% |
| 3Y | +153.5% | +57.1% | +96.4% | +84.5% |
| 5Y | +91.1% | +70.4% | +20.7% | +33.2% |
| 10Y | +153.1% | +354.0% | -200.9% | +18.4% |
| All | +153.1% | +350.3% | -197.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling